R package to perform various bootstrap unit root tests for both individual time series (including augmented Dickey-Fuller test and union tests), multiple time series and panel data; see Palm, Smeekes and Urbain (2008) <doi:10.1111/j.1467-9892.2007.00565.x>, Palm, Smeekes and Urbain (2011) <doi:10.1016/j.jeconom.2010.11.010>, Moon and Perron (2012) <doi:10.1016/j.jeconom.2012.01.008>, Smeekes and Taylor (2012) <doi:10.1017/S0266466611000387> and Smeekes (2015) <doi:10.1111/jtsa.12110> for key references
With the development of real-time databases, N vintages are available for T observations instead of ...
A bootstrap approach is a superior statistical method for the comparison of non-normal data with dif...
Bu çalışmanın amacı, bootstrap ve zaman serisi analizi hakkında genel bilgi vermek ve özellikle ekon...
R package to perform various bootstrap unit root tests for both individual time series (including au...
Unit root tests form an essential part of any time series analysis. We provide practitioners with a ...
Unit root tests form an essential part of any time series analysis. We provide practitioners with a ...
We apply bootstrap methodology to unit root tests for dependent panels with N cross-sectional units ...
This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-...
In this article, we study and compare the properties of several bootstrap unit-root tests recently p...
This paper presents an overview of the application of the bootstrap to unit root testing. We show ho...
The role of detrending in bootstrap unit root tests is investigated. When bootstrapping, detrending ...
We propose an approach to investigate the unit root properties of individual units in a time series ...
In this article we propose wild bootstrap implementations of the local generalized least squares (GL...
MSc (Statistics), North-West University, Potchefstroom CampusIn this study we investigate the finite...
With the development of real-time databases, N vintages are available for T observations instead of ...
A bootstrap approach is a superior statistical method for the comparison of non-normal data with dif...
Bu çalışmanın amacı, bootstrap ve zaman serisi analizi hakkında genel bilgi vermek ve özellikle ekon...
R package to perform various bootstrap unit root tests for both individual time series (including au...
Unit root tests form an essential part of any time series analysis. We provide practitioners with a ...
Unit root tests form an essential part of any time series analysis. We provide practitioners with a ...
We apply bootstrap methodology to unit root tests for dependent panels with N cross-sectional units ...
This thesis is comprised of five papers that all relate to bootstrap methodology in analysis of non-...
In this article, we study and compare the properties of several bootstrap unit-root tests recently p...
This paper presents an overview of the application of the bootstrap to unit root testing. We show ho...
The role of detrending in bootstrap unit root tests is investigated. When bootstrapping, detrending ...
We propose an approach to investigate the unit root properties of individual units in a time series ...
In this article we propose wild bootstrap implementations of the local generalized least squares (GL...
MSc (Statistics), North-West University, Potchefstroom CampusIn this study we investigate the finite...
With the development of real-time databases, N vintages are available for T observations instead of ...
A bootstrap approach is a superior statistical method for the comparison of non-normal data with dif...
Bu çalışmanın amacı, bootstrap ve zaman serisi analizi hakkında genel bilgi vermek ve özellikle ekon...